+222.7%
PH vs ALHC
-29.3%
+252.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | +0.4% | -1.0% | +1.4% | +0.5% |
| 30D | -10.8% | -6.3% | -4.5% | -10.5% |
| 3M | +8.5% | -12.3% | +20.8% | +8.6% |
| 6M | +3.9% | -27.0% | +30.9% | +5.0% |
| YTD | +9.4% | -31.8% | +41.3% | +10.9% |
| 1Y | +26.8% | -17.0% | +43.8% | +26.9% |
| 3Y | +140.8% | +159.8% | -19.0% | +113.5% |
| 5Y | +253.8% | -25.1% | +278.9% | +235.6% |
| All | +222.7% | -29.3% | +252.0% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling